33 citations · 121 across the 9 of their papers we have counts for
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econ.EM2020★ 6 cited
Mostly Harmless Machine Learning: Learning Optimal Instruments in Linear IV Models
Jiafeng Chen, Daniel L. Chen, Greg Lewis
We offer straightforward theoretical results that justify incorporating machine learning in the standard linear instrumental variable setting. The key idea is to use machine learni…
econ.EM2020★ 22 cited
Minimax Estimation of Conditional Moment Models
Nishanth Dikkala, Greg Lewis, Lester Mackey +1
We develop an approach for estimating models described via conditional moment restrictions, with a prototypical application being non-parametric instrumental variable regression. W…
econ.EM2020★ 7 cited
Double/Debiased Machine Learning for Dynamic Treatment Effects via g-Estimation
Greg Lewis, Vasilis Syrgkanis
We consider the estimation of treatment effects in settings when multiple treatments are assigned over time and treatments can have a causal effect on future outcomes or the state…